Trading Metrics calculated at close of trading on 31-Dec-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2020 |
31-Dec-2020 |
Change |
Change % |
Previous Week |
Open |
26,894.21 |
28,893.16 |
1,998.95 |
7.4% |
22,903.73 |
High |
28,981.42 |
29,301.78 |
320.36 |
1.1% |
24,282.03 |
Low |
26,893.41 |
28,028.26 |
1,134.85 |
4.2% |
22,013.92 |
Close |
28,893.22 |
28,986.74 |
93.52 |
0.3% |
23,398.92 |
Range |
2,088.01 |
1,273.52 |
-814.49 |
-39.0% |
2,268.11 |
ATR |
1,501.54 |
1,485.26 |
-16.29 |
-1.1% |
0.00 |
Volume |
110,711 |
102,510 |
-8,201 |
-7.4% |
255,152 |
|
Daily Pivots for day following 31-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
32,592.82 |
32,063.30 |
29,687.18 |
|
R3 |
31,319.30 |
30,789.78 |
29,336.96 |
|
R2 |
30,045.78 |
30,045.78 |
29,220.22 |
|
R1 |
29,516.26 |
29,516.26 |
29,103.48 |
29,781.02 |
PP |
28,772.26 |
28,772.26 |
28,772.26 |
28,904.64 |
S1 |
28,242.74 |
28,242.74 |
28,870.00 |
28,507.50 |
S2 |
27,498.74 |
27,498.74 |
28,753.26 |
|
S3 |
26,225.22 |
26,969.22 |
28,636.52 |
|
S4 |
24,951.70 |
25,695.70 |
28,286.30 |
|
|
Weekly Pivots for week ending 25-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
30,035.95 |
28,985.55 |
24,646.38 |
|
R3 |
27,767.84 |
26,717.44 |
24,022.65 |
|
R2 |
25,499.73 |
25,499.73 |
23,814.74 |
|
R1 |
24,449.33 |
24,449.33 |
23,606.83 |
24,974.53 |
PP |
23,231.62 |
23,231.62 |
23,231.62 |
23,494.23 |
S1 |
22,181.22 |
22,181.22 |
23,191.01 |
22,706.42 |
S2 |
20,963.51 |
20,963.51 |
22,983.10 |
|
S3 |
18,695.40 |
19,913.11 |
22,775.19 |
|
S4 |
16,427.29 |
17,645.00 |
22,151.46 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
29,301.78 |
22,721.20 |
6,580.58 |
22.7% |
1,899.22 |
6.6% |
95% |
True |
False |
71,197 |
10 |
29,301.78 |
21,204.28 |
8,097.50 |
27.9% |
1,760.45 |
6.1% |
96% |
True |
False |
84,095 |
20 |
29,301.78 |
17,598.33 |
11,703.45 |
40.4% |
1,362.21 |
4.7% |
97% |
True |
False |
69,825 |
40 |
29,301.78 |
13,551.08 |
15,750.70 |
54.3% |
1,227.43 |
4.2% |
98% |
True |
False |
74,513 |
60 |
29,301.78 |
10,533.77 |
18,768.01 |
64.7% |
990.70 |
3.4% |
98% |
True |
False |
63,729 |
80 |
29,301.78 |
9,858.94 |
19,442.84 |
67.1% |
830.28 |
2.9% |
98% |
True |
False |
54,674 |
100 |
29,301.78 |
9,858.94 |
19,442.84 |
67.1% |
767.01 |
2.6% |
98% |
True |
False |
51,929 |
120 |
29,301.78 |
9,037.31 |
20,264.47 |
69.9% |
713.58 |
2.5% |
98% |
True |
False |
50,886 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
34,714.24 |
2.618 |
32,635.86 |
1.618 |
31,362.34 |
1.000 |
30,575.30 |
0.618 |
30,088.82 |
HIGH |
29,301.78 |
0.618 |
28,815.30 |
0.500 |
28,665.02 |
0.382 |
28,514.74 |
LOW |
28,028.26 |
0.618 |
27,241.22 |
1.000 |
26,754.74 |
1.618 |
25,967.70 |
2.618 |
24,694.18 |
4.250 |
22,615.80 |
|
|
Fisher Pivots for day following 31-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
28,879.50 |
28,519.42 |
PP |
28,772.26 |
28,052.10 |
S1 |
28,665.02 |
27,584.79 |
|